-75.2%
SEDG vs PFGC
+59.5%
-134.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.8% |
| 7D | +8.7% | -4.8% | +13.6% | +10.3% |
| 30D | +10.3% | -17.2% | +27.5% | +16.6% |
| 3M | -32.6% | -6.3% | -26.3% | -31.8% |
| 6M | -3.6% | +8.8% | -12.4% | -8.7% |
| YTD | +27.4% | +4.9% | +22.5% | +20.0% |
| 1Y | +24.9% | -9.5% | +34.4% | +28.9% |
| All | -75.2% | +59.5% | -134.7% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling